When Burning effect goes off(i.e. disappears while dealing damage), a visual effect should be displayed on the monster, like an explosion or something. Maybe not when the burning goes off due to you attacking the monster in question(with attack animations, that could cause an effect overload), but certainly a must when it's triggered by you attacking some other monster.

Also, it probably would be nice if monsters that are on fire would have an icon displayed near them, similar to poison icon.